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Exact and approximate computation of critical values of the largest root test in high dimension - MaRDI portal

Exact and approximate computation of critical values of the largest root test in high dimension (Q6116995)

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scientific article; zbMATH DE number 7714143
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Exact and approximate computation of critical values of the largest root test in high dimension
scientific article; zbMATH DE number 7714143

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    Exact and approximate computation of critical values of the largest root test in high dimension (English)
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    18 July 2023
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    critical values
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    high dimension
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    MANOVA
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    robustness
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    Roy's largest root test
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    Tracy-Widom distribution
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